What does it take to get a foot in the door at a company?

Been applying for jobs on and off for the past 2 years. Haven't had a job landing interviews, in fact I've made it to the final round a hand full of times. However, I'm having absolutely no luck making it past that stage. I have over 3 yrs of experience at this point and I still can't land entry level roles at companies in my area. They always go with someone else. Is it really this difficult to break into entry level roles nowadays? Am I getting beat out by people who have even more experience than me and if so why are they applying for entry level roles? Job market is so frustrating right now and I'm just at a loss of what I can do differently at this point.